Description

This analysis provides a forecast of COMP5692 prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-12-08 00:00:00+00:00 67.288573 75.782795 85.623273 98.041102 113.555616 1.326763e+02 158.660424
2024-12-15 00:00:00+00:00 55.257713 65.620221 78.747334 97.178673 123.460445 1.615711e+02 225.623608
2024-12-22 00:00:00+00:00 47.049529 57.457127 71.296368 91.957785 123.925121 1.756682e+02 278.036151
2024-12-29 00:00:00+00:00 44.354406 55.734651 71.651637 97.057633 140.245791 2.204520e+02 420.599322
2025-01-05 00:00:00+00:00 40.746168 52.144739 68.620851 96.135684 146.155507 2.494411e+02 566.407913
2025-01-12 00:00:00+00:00 37.455715 48.573616 65.037370 93.485688 147.997625 2.709806e+02 730.612811
2025-01-19 00:00:00+00:00 34.211253 44.735734 60.560383 88.510816 143.966215 2.770084e+02 856.685004
2025-01-26 00:00:00+00:00 33.749574 44.963327 62.419719 94.868977 164.911248 3.620339e+02 1763.865106
2025-02-02 00:00:00+00:00 33.394993 45.289696 64.438644 101.903419 190.319491 4.909139e+02 5778.480855
2025-02-09 00:00:00+00:00 32.238385 44.233435 63.978731 103.982680 204.623827 6.025715e+02 33678.793128
2025-02-16 00:00:00+00:00 30.779793 42.567953 62.271206 103.176337 210.962368 6.912064e+02 NaN
2025-02-23 00:00:00+00:00 29.285452 40.736824 60.093581 101.018735 212.755608 7.619761e+02 NaN
2025-03-02 00:00:00+00:00 27.795898 38.900557 57.895000 98.843006 215.065598 8.559302e+02 NaN
2025-03-09 00:00:00+00:00 26.615400 37.513860 56.416970 98.123735 222.262595 1.020409e+03 NaN
2025-03-16 00:00:00+00:00 24.984919 35.268275 53.156928 92.820582 212.100790 1.006646e+03 NaN
2025-03-23 00:00:00+00:00 24.737987 35.351714 54.270289 97.997363 241.827741 1.598708e+03 NaN
2025-03-30 00:00:00+00:00 23.826441 34.227882 52.963005 97.061339 248.174157 1.971175e+03 NaN
2025-04-06 00:00:00+00:00 22.804342 32.855376 51.065610 94.371330 246.312948 2.201324e+03 NaN
2025-04-13 00:00:00+00:00 21.609540 31.127283 48.363886 89.323119 232.779880 2.061497e+03 NaN
2025-04-20 00:00:00+00:00 21.652198 31.575830 50.000590 95.775424 274.100752 4.849721e+03 NaN
2025-04-27 00:00:00+00:00 21.705330 32.043179 51.722912 102.918390 327.413086 2.682162e+04 NaN
2025-05-04 00:00:00+00:00 21.308756 31.667753 51.660071 105.030589 356.194488 1.605265e+06 NaN
2025-05-11 00:00:00+00:00 20.705429 30.880139 50.661167 104.211427 366.405293 NaN NaN